+228.9%
ARM vs CLF
-33.4%
+262.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.1% | +4.2% |
| 7D | -15.2% | -19.6% | +4.4% | -9.3% |
| 30D | -40.7% | -5.0% | -35.7% | -40.0% |
| 3M | -39.1% | -6.3% | -32.8% | -38.4% |
| 6M | -26.4% | +2.8% | -29.2% | -28.0% |
| YTD | +59.7% | -13.7% | +73.5% | +60.3% |
| 1Y | +10.3% | +13.6% | -3.2% | +1.7% |
| 3Y | +228.9% | -34.0% | +262.8% | +203.4% |
| All | +228.9% | -33.4% | +262.3% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling